Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310309.4305 | 351874.645 | -41565.2145 | -317061.8839 | -1119497.8634 | 802435.9795 |
Total P&L (%) | 310.3094 | 351.8746 | -41.5652 | -317.0619 | -1119.4979 | 802.436 |
Avg Daily Profit (%) | 0.1641 | 0.1861 | -0.022 | 0 | 0 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199696 | -53340 | -197680 | -2652241 | -1402819 | -1589084 |
Profit Factor | 1.2902 | 2.0715 | 0.9439 | 0.9537 | 0.6354 | 1.2128 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 91 | 49 | 42 | 85 | 45 | 40 |
Losing Trades | 87 | 40 | 47 | 93 | 44 | 49 |
Profitability (%) | 51.1236 | 55.0562 | 47.191 | 47.7528 | 50.5618 | 44.9438 |
Ratio Avg Win / Avg Loss | 1.2335 | 1.691 | 1.0563 | 1.0434 | 0.6213 | 1.4857 |
Largest Winning Trade | 65248 | 65248 | 61796 | 1152220 | 283441 | 1152220 |
Largest Losing Trade | -175326 | -30271 | -175326 | -490406 | -416544 | -490406 |
Avg Bars in Trades | 125 | 80 | 170 | 125 | 80 | 170 |
Avg Bars in Winners | 148 | 83 | 224 | 97 | 77 | 119 |
Avg Bars in Losers | 102 | 77 | 123 | 151 | 84 | 212 |
Bars Traded | 22400 | 7194 | 15206 | 22400 | 7194 | 15206 |
Profit Streak | 14.1346 | 0 | 14.3846 | 0 | 15.0513 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324419 | 424074 | -579927 | -579053 | -580435 | -39881 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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